V-Lab
V-Lab
FTSE ST All-Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:9.64% (+0.32%)

Analysis last updated: Friday, April 12, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE ST All-Share Index AMEM
paramt-stat
ω0.011417.26
α0.100022.55
β0.8447285.09
γ0.077910.15
Estimation Period:
Jan 9, 2008 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts